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- 2026-05-20 发布于北京
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Covariancestationary:MeanandvariancestableECONOMICS
overtime.Toconcludeatimeseriesiscovariance
stationary:(1)plotdata,(2)regressanARmodel
CoefficientofDetermination,R2andtestcorrelations,or(3)doDickey-Fullertest.Bid-askspread=aske−bide
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